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Mean and expected value of normal distribution #82

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bibhas2 opened this issue Apr 30, 2024 · 1 comment
Open

Mean and expected value of normal distribution #82

bibhas2 opened this issue Apr 30, 2024 · 1 comment

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@bibhas2
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bibhas2 commented Apr 30, 2024

Page: https://chrispiech.github.io/probabilityForComputerScientists/en/part2/normal/

States the following:

By definition a Normal has $E[X] = \mu$.

In fact this equality requires a proof. The proof can be seen here.

https://statproofbook.github.io/P/norm-mean.html

I do not see how this equality can be asserted from any kind of definition without making huge leaps of assumptions.

@alex-stoica
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alex-stoica commented Oct 28, 2024

  1. This fact is well-known. I personally see no point in demonstrating every foundational result
  2. You referenced quite a cumbersome demonstration. Actually, proving symmetry will suffice

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